-23.4%
CARR vs VG
-51.4%
+28.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | -2.3% | -22.0% | +19.7% | -2.0% |
| 30D | -4.4% | -11.6% | +7.3% | -4.3% |
| 3M | -17.8% | -14.9% | -2.9% | -17.7% |
| 6M | -22.2% | -3.5% | -18.7% | -22.8% |
| YTD | +0.7% | +70.0% | -69.3% | -6.8% |
| 1Y | -5.9% | +50.0% | -55.9% | -12.2% |
| All | -23.4% | -51.4% | +28.0% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling